Statistical Analysis of Financial Data in S-Plus

Name: Statistical Analysis of Financial Data in S-Plus
Brand: Springer Nature
SKU: 9780387218243
Availability: InStock

Statistical Analysis of Financial Data in S-Plus

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9780387218243

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This book develops the use of statistical data analysis in finance, and it uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. It is divided into three parts. Part I, Exploratory Data Analysis, reviews the most commonly used methods of statistical data exploration. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. Part II, Regression, introduces modern regression concepts with an emphasis on robustness and non-parametric techniques. The applications include the term structure of interest rates, the construction of commodity forward curves, and nonparametric alternatives to the Black Scholes option pricing paradigm. Part III, Time Series and State Space Models, is concerned with theories of time series and of state space models. Linear ARIMA models are applied to the analysis of weather derivatives, Kalman filtering is applied to public company earnings prediction, and nonlinear GARCH models and nonlinear filtering are applied to stochastic volatility models. The book is aimed at undergraduate students in financial engineering, master students in finance and MBA's, and to practitioners with financial data analysis concerns.

Available Colors

N/A

Available Sizes

1 Offer Price Range: $89.00 - $89.00

BEST PRICE

Single Product Purchase

$89.00

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$89.00	$89.00			$89.00		See Site	In stock	Visit Store